中国物理B ›› 2003, Vol. 12 ›› Issue (11): 1208-1212.doi: 10.1088/1009-1963/12/11/304

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Effects of cross-correlated noises on the relaxation time of the bistable system

谢崇伟, 梅冬成   

  1. Department of Physics, Yunnan University, Kunming 650091, China
  • 收稿日期:2003-02-17 修回日期:2003-05-07 出版日期:2003-11-16 发布日期:2005-03-16
  • 基金资助:
    Project supported by the Natural Science Foundation of Yunnan Province of China (Grant No 2002A0001M) and by the Special Foundation for State Major Basic Research Program of China (Grant No 2000077602).

Effects of cross-correlated noises on the relaxation time of the bistable system

Xie Chong-Wei (谢崇伟), Mei Dong-Cheng (梅冬成)   

  1. Department of Physics, Yunnan University, Kunming 650091, China
  • Received:2003-02-17 Revised:2003-05-07 Online:2003-11-16 Published:2005-03-16
  • Supported by:
    Project supported by the Natural Science Foundation of Yunnan Province of China (Grant No 2002A0001M) and by the Special Foundation for State Major Basic Research Program of China (Grant No 2000077602).

摘要: The stationary correlation function and the associated relaxation time for a general system driven by cross-correlated white noises are derived, by virtue of a Stratonovich-like ansatz. The effects of correlated noises on the relaxation time of a bistable kinetic model coupled to an additive and a multiplicative white noises are studied. It is proved that for small fluctuations the relaxation time T_c as a function of λ (the correlated intensity between noises) exhibits very different behaviours for αD (α and D, respectively, stand for the ntensities of additive and multiplicative noises). When α>D, T_c increases with increasing λ. But when α

Abstract: The stationary correlation function and the associated relaxation time for a general system driven by cross-correlated white noises are derived, by virtue of a Stratonovich-like ansatz. The effects of correlated noises on the relaxation time of a bistable kinetic model coupled to an additive and a multiplicative white noises are studied. It is proved that for small fluctuations the relaxation time $T_{\rm c}$ as a function of $\lambda$ (the correlated intensity between noises) exhibits very different behaviours for $\alpha < D$ and for $\alpha > D$ ($\alpha$ and $D$, respectively, stand for the ntensities of additive and multiplicative noises). When $\alpha < D$, $T_{\rm c}$ increases with increasing $\lambda$. But when $\alpha < D$, $T_{\rm c}$ increases with $\lambda$ for the case of weak correlated noises and sharply decreases with $\lambda$ for the case of strong correlated noises, and thus $T_{\rm c}$-$\lambda$ curve behaves with one extremum.

Key words: correlated noise, relaxation time, bistable system

中图分类号:  (Noise)

  • 05.40.Ca
02.50.-r (Probability theory, stochastic processes, and statistics)